Hybrid SVM／HMM Method for Face Recognition

A face recognition system based on Support Vector Machine(SVM) and Hidden Markov Model (HMM) has been proposed. The powerful discriminative ability of SVM is combined with the temporal modeling ability of HMM. The output of SVM is moderated to be probability output, which replaces the Mixture of Gauss (MOG) in HMM. Wavelet transformation is used to extract observation vector, which reduces the data dimension and improves the robustness.The hybrid system is compared with pure HMM face recognition method based on ORL face database and Yale face database. Experiments results show that the hybrid method has better performance.     

A ground‐level ozone forecasting model for Santiago,Chile

A physically based model for ground‐level ozone forecasting is evaluated for Santiago, Chile. The model predicts the daily peak ozone concentration, with the daily rise of air temperature as input variable; weekends and rainy days appear as interventions. This model was used to analyse historical data, using the Linear Transfer Function/Finite Impulse Response (LTF/FIR) formalism; the Simultaneous Transfer Function (STF) method was used to analyse several monitoring stations together. Model evaluation showed a good forecasting performance across stations—for low and high ozone impacts—with power of detection (POD) values between 70 and 100%, Heidke's Skill Scores between 40% and 70% and low false alarm rates (FAR). The model consistently outperforms a pure persistence forecast. Model performance was not sensitive to different implementation options. The model performance degrades for two‐ and three‐days ahead forecast, but is still acceptable for the purpose of developing an environmental warning system at Santiago. Copyright © 2002 John Wiley & Sons, Ltd.     

Time‐simultaneous prediction band for a time series

I propose principles and methods for the construction of a time‐simultaneous prediction band for a univariate time series. The methods are entirely based on a learning sample of time trajectories, and make no parametric assumption about its distribution. Hence, the methods are general and widely applicable. The expected coverage probability of a band can be estimated by a bootstrap procedure. The estimate is likely to be less than the nominal level. Expected lack of coverage can be compensated for by increasing the coverage in the learning sample. Applications to simulated and empirical data illustrate the methods. Copyright © 2007 John Wiley & Sons, Ltd.     

Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.     

Unit roots versus other types of time heterogeneity,parameter time dependence and superexogeneity

This paper stresses the restrictive nature of the standard unit root/cointegration assumptions and examines a more general type of time heterogeneity, which might characterize a number of economic variables, and which results in parameter time dependence and misleading statistical inference. We show that in such cases ‘operational’ models cannot be obtained, and the estimation of time‐varying parameter models becomes necessary. For instance, economic processes subject to endemic change can only be adequately modelled in a state space form. This is a very important point, because unstable models will break down when used for forecasting purposes. We also discuss a new test for the null of cointegration developed by Quintos and Phillips (1993), which is based on parameter constancy in cointegrating regressions. Finally, we point out that, if it is possible to condition on a subset of superexogenous variables, parameter instability can be handled by estimating a restricted system. Copyright © 2002 John Wiley & Sons, Ltd.     

The performance of non‐linear exchange rate models: a forecasting comparison

In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$). The relative performance of non‐linear models of the SETAR, STAR and GARCH types is contrasted with their linear counterparts. The results show that if attention is restricted to mean square forecast errors, the performance of the models, when distinguishable, tends to favour the linear models. The forecast performance of the models is evaluated also conditional on the regime at the forecast origin and on density forecasts. This analysis produces more evidence of forecasting gains from non‐linear models. Copyright © 2002 John Wiley & Sons, Ltd.     

数据驱动下交通异常行为的双层识别模型

为实现对车辆异常行为的准确识别,提高车辆行驶的安全性,提出了一种基于支持向量机(support vector machine, SVM)、监督学习与长短期记忆(long short term memory, LSTM)深度学习的交通异常驾驶行为双层识别模型。首先,对车辆轨迹数据筛除和滤波,构建异常行为数据集;其次,从异常行为轨迹特征中提取出特定异常行为的特征标签,并人为标定在训练集中;再次,构建SVM模型对训练集进行粗识别,基于SVM的二分法原理,从测试集中筛选出异常行为;最后,通过LSTM时间序列模型构建具体种类的异常行为模型,并通过深度学习的方法,从异常行为数据中细分为蛇形驾驶、急速变向、侧滑、大半径转弯、快速U型转弯、急刹车等具体的异常驾驶行为。本次实验选用下一代仿真(next generation simulation, NGSIM)数据中US-101高速公路和peachtree城市道路的数据集的轨迹数据验证SVM和LSTM双层识别模型的性能,包括均方根误差、识别准确率等。结果表明,构建的双层识别模型在第一层有98%的识别准确率,第二层有超过80%的识别准确率,可以较为准确地识...     

基于力信息的机器人接触状态下作业的技能学习

为实现机器人接触状态下作业的演示编程，使机器人获得人的基于力信息的作业技能，首先提出了描述接触状态的元素接触形式，用元素接触形式序列建立技能模型，根据不同的接触形式具有的不同腕力分布，利用支持向量机(SVM)对不同的元素接触形式进行辨识，在此基础上机器人获得人在接触状态下的作业技能，实现了演示编程方法中最关键的一步。     

基于核的投影寻踪方法及其在模式分类中的应用

分析了一般投影寻踪方法存在的局限和核方法在处理非线性方面所具有的优势，在此基础上结合支持向量机的最新研究成果，提出了基于核的投影寻踪方法，并将其应用到滚动轴承的质量分类中，取得了较为理想的效果。     

特征筛选对脑-机接口信号单次提取精度的影响

脑-之机接口的核心问题之一是通信载体信号的单次提取．在构建脑控拼写器的过程中，通过“模拟自然阅读”诱发模式产生的视觉诱发电位作为人脑与计算机之间的通信载体，采用支持向量机方法进行特征信号的单次识别．为提高识别精度，详细研究了信号时程、时段的选择对模式识别精度的影响．结果表明，信号时程越长分类精度越高，时程达到300ms时，分类精度就可达到最大值（且趋于饱和）；信号时段的选择对分类精度亦有较大影响，最佳时段在靶刺激出现后约250～350ms作为起始处．这一结果为提高系统的整体速度与精度打下了基础．